The preschool period is marked by rapid growth of children's self-regulation and related executive functions. Self-regulation is considered an important aspect of school readiness and is related to academic and social-emotional outcomes in childhood. Pretend play, as part of the early childhood curriculum, is hypothesized to support self-regulation. An important question concerns whether self-regulation should be considered an individual ability or, partly, a situated skill that is influenced by aspects of the classroom context. The aims of this study were to investigate the degree to which 3-year-olds showed cognitive and emotional self-regulation in a naturalistic play setting and to examine how test-based measures of children's cool and hot executive functions and the quality of their pretend play contributed to this observed self-regulation. The results indicated that 3-year-olds showed aspects of cognitive and emotional self-regulation. Cool executive functions appeared significantly related to emotional self-regulation, whereas hot executive functions were not significantly related to cognitive or emotional self-regulation. The quality of pretend play was strongly associated with cognitive self-regulation and, to a lesser extent, emotional self-regulation. The findings of this study suggest that both preschoolers' cool executive functions and the quality of play contributed to their self-regulation skills in naturalistic settings. Highlights - Preschoolers' cognitive and emotional self-regulation in a naturalistic play setting are two interrelated but separate constructs. - Children's cognitive executive functions predict observed emotional self-regulation during pretend play. - The quality of pretend play is strongly associated with children's cognitive self-regulation and, to a lesser extent, emotional self-regulation. (author abstract)